| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 88.1% | 229.61% |
| Max Drawdown | -12.29% | -67.18% |
| Sharpe | 0.63 | 0.46 |
| Sortino | 1.03 | 0.67 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.34 | 1.08 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 0.76 | 1.0 |
| Outlier Win Ratio | 51.1 | 3.27 |
| Outlier Loss Ratio | 4.33 | 3.07 |
| Volatility (ann.) | 7.67% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.62 | 0.61 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 59.07 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.81% |
| Expected Yearly % | 17.11% | 34.74% |
| Kelly Criterion | 7.75% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11383435:BTCUSD | 11383435:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 30.19 | -0.56 | + |
| 2023 | 155.54 | -4.24 | -0.03 | - |
| 2024 | 121.00 | 36.91 | 0.31 | - |
| 2025 | 27.10 | 10.19 | 0.38 | - |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| MTD | 5.73% | 10.71% |
| 3M | 5.4% | 41.88% |
| 6M | 5.38% | 22.91% |
| YTD | 10.19% | 27.1% |
| 1Y | 18.13% | 82.29% |
| 3Y (ann.) | 16.82% | 77.48% |
| 5Y (ann.) | 19.96% | 41.0% |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -67.18% |
| Longest DD Days | 319.0 | 683.0 |
| Avg. Drawdown | -2.29% | -5.93% |
| Avg. Drawdown Days | 28.0 | 29.0 |
| Recovery Factor | 7.17 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -12.29 | 236 |
| 2022-09-20 | 2023-03-14 | -10.86 | 175 |
| 2023-03-27 | 2024-02-09 | -10.19 | 319 |
| 2024-05-27 | 2024-07-26 | -8.09 | 60 |
| 2022-07-30 | 2022-09-19 | -6.52 | 51 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-03-13 | 2024-04-07 | -3.95 | 24 |
| 2022-02-16 | 2022-05-30 | -3.94 | 103 |
| 2022-06-11 | 2022-07-04 | -3.93 | 23 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 11.68% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 25.51% | 43.77% |
| Worst Month | -7.81% | -37.12% |
| Best Year | 36.91% | 155.54% |
| Worst Year | -4.24% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 2.94% | 6.16% |
| Avg. Down Week | -1.91% | -6.41% |
| Avg. Up Month | 5.7% | 16.66% |
| Avg. Down Month | -3.49% | -15.38% |
| Win Days % | 48.5% | 51.29% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 55.29% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |